NxCore does this with full feeds and very cleanly, but that's API-only and quite a bit more expensive. Very nice system, though, if you need full feed(s).
Sierra Charts does that. Their backtests are just replays at higher speed... as an aside: they are the only backtester that can take you to tick accuracy afaik.
QuoteCore Retriever allows to record real-time data provided by IQFeed. It then can be easily imported into popular TA software for backtesting or replaying.